DUNN Capital Management, the systematic quant-based CTA founded in 1974 by Dr.
DUNN Capital Management, the systematic quant-based CTA founded in 1974 by Dr. William Dunn (making it the industry’s second oldest managed futures firm), announced this week that it was launching a newcits on ML Capital’s MontLake UCITS platform. The DUNN WMA UCITS Fund is expected to start trading July 1 subject to regulatory approval. As with most newcits, it will be an onshore version of DUNN’s flagship World Monetary & Agriculture (WMA) fund that has, since inception in 1984, delivered annualized returns of 14.61 per cent. Marty Bergin, DUNN Capital President, said that he was pleased to provide European investors with access to its WMA program and praised ML Capital for its expertise in fund compliance and distribution, which “has been invaluable in structuring the DUNN WMA UCITS Fund”. John Lowry, ML Capital Chairman (pictured`) added: “At present, US based CTAs are in short supply within a UCITS structure and are very strongly demanded as indicated by our recent UCITS Barometer market survey.” DUNN currently manages over USD1billion in AUM.
